+394.7%
PBF vs LH
+60.4%
+334.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -5.2% |
| 7D | -15.3% | +4.8% | -20.1% | -15.9% |
| 30D | -21.8% | +18.8% | -40.6% | -24.0% |
| 3M | -0.2% | +15.7% | -15.9% | -2.6% |
| 6M | +63.6% | +46.7% | +16.9% | +53.3% |
| YTD | +147.5% | +48.9% | +98.6% | +129.7% |
| 1Y | +69.8% | +43.5% | +26.4% | +59.0% |
| 3Y | +65.3% | +86.9% | -21.6% | +46.0% |
| All | +394.7% | +60.4% | +334.3% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling